What's natural ? Time works if you are lucky. If not, you can die of a tension pneumothorax pretty quickly. Surgery is really the only definitive treatment for this but if the ptx is small and you are closely followed you might be able to avoid surgery. Hopefully you are seeing someone qualified. .

Observation. Observation is the most natural treatment but only for so long as the patient is not short of breath that oxygenation is compromised. Otherwise, a tube is inserted in the chest cavity to drain the air that is compressing the lung. Needle aspiration of pneumothorax is unreliable. Pain medication may also be needed.